sstModel: Swiss Solvency Test (SST) Standard Models
Framework for the implementation of solvency related computations based on
standard models for the Swiss Solvency Test (SST), a risk-based capital standard for Swiss
insurance companies. Allows Monte Carlo simulation of market risk, some insurance risks and
their aggregation. Additional toolbox for preprocessing computations. Convenient 'shiny' GUI
combined with a parser for an input 'excel' (.xlsx) template to simplify model configuration,
data fill-in and results visualization.
| Version: |
1.0.0 |
| Depends: |
R (≥ 3.3.0) |
| Imports: |
data.table (≥ 1.10.4-3), stats, utils, tools, readxl (≥
1.0.0), openxlsx (≥ 4.0.17), MASS, shiny (≥ 1.0.5), shinydashboard (≥ 0.6.1) |
| Suggests: |
testthat, knitr, covr |
| Published: |
2018-05-03 |
| Author: |
Loris Michel [aut],
Melvin Kianmanesh Rad [aut],
Adrien Lamit [aut],
Michael Schmutz [cre],
Swiss Financial Market Supervisory Authority FINMA [cph] |
| Maintainer: |
Michael Schmutz <michael.schmutz at finma.ch> |
| License: |
GPL-3 + file LICENSE |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| CRAN checks: |
sstModel results |
Documentation:
Downloads:
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